Second moments in speculative attack models: Panel evidence

Journal of International Economics

Volumn 56, Issue 1, 2002, Pages 97-129

  Galindo, Arturo J ^a   Maloney, William F ^b  

^a INTER AMERICAN DEVELOPMENT BANK   (United States)

^b WORLD BANK   (United States)

Author keywords

Currency crises; GARCH; Speculative attacks; Target zones; Volatility

Indexed keywords

PANEL DATA;

EID: 0036131781     PISSN: 00221996     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0022-1996(01)00122-2     Document Type: Article

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